Consistent Estimation of Scaled Coefficients (Classic Reprint)
Language: English
Published by Forgotten Books, 2018
- Softcover
- New
Seller: Forgotten Books, London, United KingdomForgotten Books
AbeBooks seller since June 2, 2021
Condition: New
£ 13.56
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Print on Demand. This book delves into the complexities of estimating coefficients in single-index models, where the underlying function is unknown or misspecified. The author explores the relationship between behavioral derivatives and covariance estimators, demonstrating how information on the marginal distribution of explanatory variables can be harnessed to estimate coefficients up to scale. The book covers various model types, from binary discrete choice to multiple index models, highlighting the conditions under which ordinary least squares coefficients provide consistent estimates. It also analyzes the asymptotic bias of these coefficients and establishes the asymptotic distribution of instrumental variables estimators when the variable distribution is modeled parametrically. Through its focus on average behavioral derivatives, this book provides a comprehensive framework for understanding coefficient estimation in single-index models, offering valuable insights for researchers and practitioners seeking to draw meaningful inferences from data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book.…
Seller Inventory # 9781332256150_0
- Title
- Consistent Estimation of Scaled Coefficients (Classic Reprint)
- Author
- Thomas M. Stoker
- Publisher
- Forgotten Books
- Publication year
- 2018
- Condition
- New
- Book Type
- print-on-demand item
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1332256155
- ISBN 13
- 9781332256150
- Seller catalogs
- Statistics
Thomas M. Stoker is Associate Professor of Applied Economics, Sloan School of Management, Massachusetts Institute of Technology, Cambridge.
About the Publisher
Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com
This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
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Forgotten Books
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Forgotten Books’ Classic Reprint Series utilizes the latest technology to regenerate facsimiles of historically important writings. Careful attention has been made to accurately preserve the original format of each page whilst digitally enhancing the quality of the aged text.
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Forgotten Books publishes hundreds of thousands of rare and classic books.
This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
This text has been digitally restored from a historical edition. Some errors may persist, however we consider it worth publishing due to the work's historical value.
The digital edition of all books may be viewed before purchase if you request a sample.
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